Jackknife Methods of Estimation and Inference in Dynamic Econometric Models

动态计量经济模型中的折刀估计和推理方法

• 批准号: ES/G010218/1
• 负责人: Marcus James Chambers
• 金额: $ 10.18万
• 依托单位: University of Essex
• 依托单位国家: 英国
• 项目类别: Research Grant
• 财政年份: 2008
• 资助国家: 英国
• 起止时间: 2008 至 无数据
• 项目状态: 已结题
• 来源: https://gtr.ukri.org/projects?ref=ES%2FG010218%2F1
• 关键词: Jackknife; Methods; Estimation; Inference; Dynamic

Abstracts are not currently available in GtR for all funded research. This is normally because the abstract was not required at the time of proposal submission, but may be because it included sensitive information such as personal details.

目前GtR中并没有所有资助研究的摘要。这通常是因为在提交提案时不需要摘要，但也可能是因为摘要中包含个人详细信息等敏感信息。

项目成果

Jackknife estimation with a unit root

• DOI: 10.1016/j.spl.2013.03.016
• 发表时间: 2013-07-01
• 期刊: STATISTICS & PROBABILITY LETTERS
• 影响因子: 0.8
• 作者: Chambers, Marcus J.;Kyriacou, Maria
• 通讯作者: Kyriacou, Maria

A Jackknife Correction to a Test for Cointegration Rank

对协整秩检验的折刀修正

• DOI: 10.3390/econometrics3020355
• 发表时间: 2015
• 期刊: Econometrics
• 影响因子: 1.5
• 作者: Chambers M

Jackknife Bias Reduction in the Presence of a Near-Unit Root

存在近单位根时刀刀偏差的减少

• DOI: 10.3390/econometrics6010011
• 发表时间: 2018
• 期刊: Econometrics
• 影响因子: 1.5
• 作者: Chambers M

Jackknife estimation of stationary autoregressive models

• DOI: 10.1016/j.jeconom.2012.09.003
• 发表时间: 2013-01-01
• 期刊: JOURNAL OF ECONOMETRICS
• 影响因子: 6.3
• 作者: Chambers, Marcus J.